The preparation depends on the vegetable, usually. Steaming, roasting, sauteeing, grilling, eating raw.
Do you have some questions about particular veggies?
Try mixing things up from time to time. I usually steam my broccoli, toss with good butter, S&P (or sometimes EVOO with a few red pepper flakes). But roasted fresh broccoli, with some diced shallot (or onion), red pepper flake, S&P brings out some funky sweetness.
Throw eggplant slices on the grill, or grill whole and scoop out the insides - if you have a charcoal griller and can throw some hickory chips in, makes it irresistible. (Since we do dairy, I make un-breaded eggplant parm with char-grilled eggplant and tomatoes). Or you can blend the smoky eggplant with garlic, lemon juice, EVOO, and tahini to make a Primal dip for veggies (or whatever you're dipping) - also a nice sauce to put on grilled chicken.
Roasting brings out great flavors in Brussels sprouts and asparagus. Again, if you do dairy, a little shake of bleu cheese or goat cheese with the sprouts, and a few pecans or walnuts, make nice variations. Roast asparagus with a little lemon juice, EVOO, S&P is all you need - but you can also serve at room temp with grated hard-boiled egg.
Roast together a chopped head of cauliflower with 1 chopped onion, a few cloves of garlic, and whatever strays from the veg drawer you can find (carrot, tater, tomato), but mix first with curry powder and olive oil. When there's a little char on the veggies, remove and cool, and blend with stock for a nice soup. You can add cream, or coconut milk.
Combinations are endless. I always think proteins first and then build flavors using whatever veggies I have on hand. Since we do CSA shares, I also tend to do whatever's in season predominantly.